one of those link on that page should totally go to a page stating 'I just told you to not fall for scam links and first thing you did was to click on a random link on a random internet page! next time, know better not to!"
And following a link from a scam email has a greater risk of drive by infection, since it is specifically crafted for that and has the user already has convinced being legit: you have to take in account that once the seems legit feeling is active escalating action gradually is likely to succeed.
It's about context and psychology. If one of those link from an officially sounding page had a download this to check if you have been scammed a lot of people would have done just that. In the same way you need to preemptively scare them, so that the message of trust no one really comes across vivid